API tools faq
paste
Advertisement
Guest User

Untitled

a guest
Jul 20th, 2020
143
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
C 18.40 KB | None | 0 0
raw download clone embed print report
  1. /* TA-LIB Copyright (c) 1999-2007, Mario Fortier
  2.  * All rights reserved.
  3.  *
  4.  * Redistribution and use in source and binary forms, with or
  5.  * without modification, are permitted provided that the following
  6.  * conditions are met:
  7.  *
  8.  * - Redistributions of source code must retain the above copyright
  9.  *   notice, this list of conditions and the following disclaimer.
  10.  *
  11.  * - Redistributions in binary form must reproduce the above copyright
  12.  *   notice, this list of conditions and the following disclaimer in
  13.  *   the documentation and/or other materials provided with the
  14.  *   distribution.
  15.  *
  16.  * - Neither name of author nor the names of its contributors
  17.  *   may be used to endorse or promote products derived from this
  18.  *   software without specific prior written permission.
  19.  *
  20.  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
  21.  * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
  22.  * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
  23.  * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
  24.  * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
  25.  * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
  26.  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
  27.  * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  28.  * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
  29.  * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
  30.  * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
  31.  * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
  32.  */
  33.  
  34. /* List of contributors:
  35.  *
  36.  *  Initial  Name/description
  37.  *  -------------------------------------------------------------------
  38.  *  MF       Mario Fortier
  39.  *
  40.  *
  41.  * Change history:
  42.  *
  43.  *  MMDDYY BY   Description
  44.  *  -------------------------------------------------------------------
  45.  *  112400 MF   Template creation.
  46.  *  052603 MF   Adapt code to compile with .NET Managed C++
  47.  *
  48.  */
  49.  
  50. /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
  51. /* All code within this section is automatically
  52.  * generated by gen_code. Any modification will be lost
  53.  * next time gen_code is run.
  54.  */
  55. /* Generated */
  56. /* Generated */ #if defined( _MANAGED )
  57. /* Generated */    #include "TA-Lib-Core.h"
  58. /* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
  59. /* Generated */    namespace TicTacTec { namespace TA { namespace Library {
  60. /* Generated */ #elif defined( _JAVA )
  61. /* Generated */    #include "ta_defs.h"
  62. /* Generated */    #include "ta_java_defs.h"
  63. /* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
  64. /* Generated */ #else
  65. /* Generated */    #include <string.h>
  66. /* Generated */    #include <math.h>
  67. /* Generated */    #include "ta_func.h"
  68. /* Generated */ #endif
  69. /* Generated */
  70. /* Generated */ #ifndef TA_UTILITY_H
  71. /* Generated */    #include "ta_utility.h"
  72. /* Generated */ #endif
  73. /* Generated */
  74. /* Generated */ #ifndef TA_MEMORY_H
  75. /* Generated */    #include "ta_memory.h"
  76. /* Generated */ #endif
  77. /* Generated */
  78. /* Generated */ #define TA_PREFIX(x) TA_##x
  79. /* Generated */ #define INPUT_TYPE   double
  80. /* Generated */
  81. /* Generated */ #if defined( _MANAGED )
  82. /* Generated */ int Core::SmaLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  83. /* Generated */
  84. /* Generated */ #elif defined( _JAVA )
  85. /* Generated */ public int smaLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  86. /* Generated */
  87. /* Generated */ #else
  88. /* Generated */ int TA_SMA_Lookback( int           optInTimePeriod )  /* From 2 to 100000 */
  89. /* Generated */
  90. /* Generated */ #endif
  91. /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
  92. {
  93.    /* insert local variable here */
  94.  
  95. /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
  96. /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
  97. /* Generated */    /* min/max are checked for optInTimePeriod. */
  98. /* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
  99. /* Generated */       optInTimePeriod = 30;
  100. /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  101. /* Generated */       return -1;
  102. /* Generated */
  103. /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
  104. /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
  105.  
  106.    /* insert lookback code here. */
  107.  
  108.    return optInTimePeriod - 1;
  109. }
  110.  
  111. /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  112. /*
  113.  * TA_SMA - Simple Moving Average
  114.  *
  115.  * Input  = double
  116.  * Output = double
  117.  *
  118.  * Optional Parameters
  119.  * -------------------
  120.  * optInTimePeriod:(From 2 to 100000)
  121.  *    Number of period
  122.  *
  123.  *
  124.  */
  125. /* Generated */
  126. /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
  127. /* Generated */ enum class Core::RetCode Core::Sma( int    startIdx,
  128. /* Generated */                                     int    endIdx,
  129. /* Generated */                                     SubArray^    inReal,
  130. /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  131. /* Generated */                                     [Out]int%    outBegIdx,
  132. /* Generated */                                     [Out]int%    outNBElement,
  133. /* Generated */                                     cli::array<double>^  outReal )
  134. /* Generated */ #elif defined( _MANAGED )
  135. /* Generated */ enum class Core::RetCode Core::Sma( int    startIdx,
  136. /* Generated */                                     int    endIdx,
  137. /* Generated */                                     cli::array<double>^ inReal,
  138. /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  139. /* Generated */                                     [Out]int%    outBegIdx,
  140. /* Generated */                                     [Out]int%    outNBElement,
  141. /* Generated */                                     cli::array<double>^  outReal )
  142. /* Generated */ #elif defined( _JAVA )
  143. /* Generated */ public RetCode sma( int    startIdx,
  144. /* Generated */                     int    endIdx,
  145. /* Generated */                     double       inReal[],
  146. /* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
  147. /* Generated */                     MInteger     outBegIdx,
  148. /* Generated */                     MInteger     outNBElement,
  149. /* Generated */                     double        outReal[] )
  150. /* Generated */ #else
  151. /* Generated */ TA_RetCode TA_SMA( int    startIdx,
  152. /* Generated */                    int    endIdx,
  153. /* Generated */                    const double inReal[],
  154. /* Generated */                    int           optInTimePeriod, /* From 2 to 100000 */
  155. /* Generated */                    int          *outBegIdx,
  156. /* Generated */                    int          *outNBElement,
  157. /* Generated */                    double        outReal[] )
  158. /* Generated */ #endif
  159. /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  160. {
  161.    /* Insert local variables here. */
  162.  
  163. /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
  164. /* Generated */
  165. /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
  166. /* Generated */
  167. /* Generated */    /* Validate the requested output range. */
  168. /* Generated */    if( startIdx < 0 )
  169. /* Generated */       return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
  170. /* Generated */    if( (endIdx < 0) || (endIdx < startIdx))
  171. /* Generated */       return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
  172. /* Generated */
  173. /* Generated */    #if !defined(_JAVA)
  174. /* Generated */    if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  175. /* Generated */    #endif /* !defined(_JAVA)*/
  176. /* Generated */    /* min/max are checked for optInTimePeriod. */
  177. /* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
  178. /* Generated */       optInTimePeriod = 30;
  179. /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  180. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  181. /* Generated */
  182. /* Generated */    #if !defined(_JAVA)
  183. /* Generated */    if( !outReal )
  184. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  185. /* Generated */
  186. /* Generated */    #endif /* !defined(_JAVA) */
  187. /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
  188. /* Generated */
  189. /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
  190.  
  191.   return FUNCTION_CALL(INT_SMA)( startIdx, endIdx,
  192.                                  inReal, optInTimePeriod,
  193.                                  outBegIdx, outNBElement, outReal );
  194. }
  195.  
  196. #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
  197.  enum class Core::RetCode Core::TA_INT_SMA( int     startIdx,
  198.                                                int     endIdx,
  199.                                                SubArray^ inReal,
  200.                                                int     optInTimePeriod,
  201.                                                [Out]int% outBegIdx,
  202.                                                [Out]int% outNBElement,
  203.                                                cli::array<double>^  outReal)
  204. #elif defined( _MANAGED )
  205.  enum class Core::RetCode Core::TA_INT_SMA( int     startIdx,
  206.                                                int     endIdx,
  207.                                                cli::array<INPUT_TYPE>^ inReal,
  208.                                                int     optInTimePeriod,
  209.                                                [Out]int% outBegIdx,
  210.                                                [Out]int% outNBElement,
  211.                                                cli::array<double>^  outReal)
  212. #elif defined( _JAVA )
  213. RetCode TA_INT_SMA( int    startIdx,
  214.                     int    endIdx,
  215.                     INPUT_TYPE inReal[],
  216.                     int      optInTimePeriod, /* From 1 to TA_INTEGER_MAX */                      
  217.                     MInteger outBegIdx,
  218.                     MInteger outNBElement,
  219.                     double   outReal[] )
  220. #else
  221. TA_RetCode TA_PREFIX(INT_SMA)( int    startIdx,
  222.                                int    endIdx,
  223.                                const INPUT_TYPE *inReal,
  224.                                int      optInTimePeriod, /* From 1 to TA_INTEGER_MAX */                      
  225.                                int     *outBegIdx,
  226.                                int     *outNBElement,
  227.                                double  *outReal )
  228. #endif
  229. {
  230.    double periodTotal, tempReal;
  231.    int i, outIdx, trailingIdx, lookbackTotal;
  232.  
  233.    /* Identify the minimum number of price bar needed
  234.     * to calculate at least one output.
  235.     */
  236.    lookbackTotal = (optInTimePeriod-1);
  237.  
  238.    /* Move up the start index if there is not
  239.     * enough initial data.
  240.     */
  241.    if( startIdx < lookbackTotal )
  242.       startIdx = lookbackTotal;
  243.  
  244.    /* Make sure there is still something to evaluate. */
  245.    if( startIdx > endIdx )
  246.    {
  247.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
  248.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
  249.       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  250.    }
  251.  
  252.    /* Do the MA calculation using tight loops. */
  253.    /* Add-up the initial period, except for the last value. */
  254.    periodTotal = 0;
  255.    trailingIdx = startIdx-lookbackTotal;
  256.    
  257.    i=trailingIdx;
  258.    if( optInTimePeriod > 1 )
  259.    {
  260.       while( i < startIdx )
  261.          periodTotal += inReal[i++];
  262.    }
  263.  
  264.    /* Proceed with the calculation for the requested range.
  265.     * Note that this algorithm allows the inReal and
  266.     * outReal to be the same buffer.
  267.     */
  268.    outIdx = 0;
  269.    do
  270.    {
  271.       periodTotal += inReal[i++];
  272.       tempReal = periodTotal;
  273.       periodTotal -= inReal[trailingIdx++];
  274.       outReal[outIdx++] = tempReal / optInTimePeriod;
  275.    } while( i <= endIdx );
  276.  
  277.    /* All done. Indicate the output limits and return. */
  278.    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  279.    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  280.  
  281.    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  282. }
  283.  
  284.  
  285. /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
  286. /* Generated */
  287. /* Generated */ #define  USE_SINGLE_PRECISION_INPUT
  288. /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
  289. /* Generated */    #undef   TA_PREFIX
  290. /* Generated */    #define  TA_PREFIX(x) TA_S_##x
  291. /* Generated */ #endif
  292. /* Generated */ #undef   INPUT_TYPE
  293. /* Generated */ #define  INPUT_TYPE float
  294. /* Generated */ #if defined( _MANAGED )
  295. /* Generated */ enum class Core::RetCode Core::Sma( int    startIdx,
  296. /* Generated */                                     int    endIdx,
  297. /* Generated */                                     cli::array<float>^ inReal,
  298. /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  299. /* Generated */                                     [Out]int%    outBegIdx,
  300. /* Generated */                                     [Out]int%    outNBElement,
  301. /* Generated */                                     cli::array<double>^  outReal )
  302. /* Generated */ #elif defined( _JAVA )
  303. /* Generated */ public RetCode sma( int    startIdx,
  304. /* Generated */                     int    endIdx,
  305. /* Generated */                     float        inReal[],
  306. /* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
  307. /* Generated */                     MInteger     outBegIdx,
  308. /* Generated */                     MInteger     outNBElement,
  309. /* Generated */                     double        outReal[] )
  310. /* Generated */ #else
  311. /* Generated */ TA_RetCode TA_S_SMA( int    startIdx,
  312. /* Generated */                      int    endIdx,
  313. /* Generated */                      const float  inReal[],
  314. /* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
  315. /* Generated */                      int          *outBegIdx,
  316. /* Generated */                      int          *outNBElement,
  317. /* Generated */                      double        outReal[] )
  318. /* Generated */ #endif
  319. /* Generated */ {
  320. /* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
  321. /* Generated */     if( startIdx < 0 )
  322. /* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
  323. /* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
  324. /* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
  325. /* Generated */     #if !defined(_JAVA)
  326. /* Generated */     if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  327. /* Generated */     #endif
  328. /* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
  329. /* Generated */        optInTimePeriod = 30;
  330. /* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  331. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  332. /* Generated */     #if !defined(_JAVA)
  333. /* Generated */     if( !outReal )
  334. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  335. /* Generated */     #endif
  336. /* Generated */  #endif
  337. /* Generated */   return FUNCTION_CALL(INT_SMA)( startIdx, endIdx,
  338. /* Generated */                                  inReal, optInTimePeriod,
  339. /* Generated */                                  outBegIdx, outNBElement, outReal );
  340. /* Generated */ }
  341. /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
  342. /* Generated */  enum class Core::RetCode Core::TA_INT_SMA( int     startIdx,
  343. /* Generated */                                                int     endIdx,
  344. /* Generated */                                                SubArray^ inReal,
  345. /* Generated */                                                int     optInTimePeriod,
  346. /* Generated */                                                [Out]int% outBegIdx,
  347. /* Generated */                                                [Out]int% outNBElement,
  348. /* Generated */                                                cli::array<double>^  outReal)
  349. /* Generated */ #elif defined( _MANAGED )
  350. /* Generated */  enum class Core::RetCode Core::TA_INT_SMA( int     startIdx,
  351. /* Generated */                                                int     endIdx,
  352. /* Generated */                                                cli::array<INPUT_TYPE>^ inReal,
  353. /* Generated */                                                int     optInTimePeriod,
  354. /* Generated */                                                [Out]int% outBegIdx,
  355. /* Generated */                                                [Out]int% outNBElement,
  356. /* Generated */                                                cli::array<double>^  outReal)
  357. /* Generated */ #elif defined( _JAVA )
  358. /* Generated */ RetCode TA_INT_SMA( int    startIdx,
  359. /* Generated */                     int    endIdx,
  360. /* Generated */                     INPUT_TYPE inReal[],
  361. /* Generated */                     int      optInTimePeriod,                        
  362. /* Generated */                     MInteger outBegIdx,
  363. /* Generated */                     MInteger outNBElement,
  364. /* Generated */                     double   outReal[] )
  365. /* Generated */ #else
  366. /* Generated */ TA_RetCode TA_PREFIX(INT_SMA)( int    startIdx,
  367. /* Generated */                                int    endIdx,
  368. /* Generated */                                const INPUT_TYPE *inReal,
  369. /* Generated */                                int      optInTimePeriod,                        
  370. /* Generated */                                int     *outBegIdx,
  371. /* Generated */                                int     *outNBElement,
  372. /* Generated */                                double  *outReal )
  373. /* Generated */ #endif
  374. /* Generated */ {
  375. /* Generated */    double periodTotal, tempReal;
  376. /* Generated */    int i, outIdx, trailingIdx, lookbackTotal;
  377. /* Generated */    lookbackTotal = (optInTimePeriod-1);
  378. /* Generated */    if( startIdx < lookbackTotal )
  379. /* Generated */       startIdx = lookbackTotal;
  380. /* Generated */    if( startIdx > endIdx )
  381. /* Generated */    {
  382. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
  383. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
  384. /* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  385. /* Generated */    }
  386. /* Generated */    periodTotal = 0;
  387. /* Generated */    trailingIdx = startIdx-lookbackTotal;
  388. /* Generated */    i=trailingIdx;
  389. /* Generated */    if( optInTimePeriod > 1 )
  390. /* Generated */    {
  391. /* Generated */       while( i < startIdx )
  392. /* Generated */          periodTotal += inReal[i++];
  393. /* Generated */    }
  394. /* Generated */    outIdx = 0;
  395. /* Generated */    do
  396. /* Generated */    {
  397. /* Generated */       periodTotal += inReal[i++];
  398. /* Generated */       tempReal = periodTotal;
  399. /* Generated */       periodTotal -= inReal[trailingIdx++];
  400. /* Generated */       outReal[outIdx++] = tempReal / optInTimePeriod;
  401. /* Generated */    } while( i <= endIdx );
  402. /* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  403. /* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  404. /* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  405. /* Generated */ }
  406. /* Generated */
  407. /* Generated */ #if defined( _MANAGED )
  408. /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
  409. /* Generated */ #endif
  410. /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement
Public Pastes
Advertisement
We use cookies for various purposes including analytics. By continuing to use Pastebin, you agree to our use of cookies as described in the Cookies Policy.  OK, I Understand
Not a member of Pastebin yet?
Sign Up, it unlocks many cool features!